+37,658.8%
VLO vs OKE
+15,960.4%
+21,698.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.4% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | +23.5% | +6.1% | +17.4% | +20.0% |
| 3M | +53.9% | +10.4% | +43.4% | +46.4% |
| 6M | +81.7% | +14.2% | +67.5% | +70.3% |
| YTD | +142.5% | +35.3% | +107.1% | +108.9% |
| 1Y | +145.4% | +40.6% | +104.8% | +107.3% |
| 3Y | +197.3% | +72.2% | +125.1% | +125.8% |
| 5Y | +614.6% | +139.6% | +475.0% | +367.9% |
| 10Y | +938.9% | +259.1% | +679.8% | +416.3% |
| All | +37,658.8% | +15,960.4% | +21,698.4% | +6,254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling